Message

TradeCancel

A stock trade cancellation referencing a previously reported trade.

fields13 topictrade-cancels

▶Proto definition.proto

message TradeCancel {
  string symbol = 1;
  string market_center = 2;
  string security_class = 3;
  string control_number = 4;
  string price = 5;
  uint32 size = 6;
  uint64 volume = 7;
  string trade_settlement = 8;
  string trade_code = 9;
  string ext_hour_sold_codes = 10;
  string sale_cond_codes = 11;
  int64 executed_at = 12;
  int64 tracking_id = 13;
}

Fields

symbol string 1

The ticker symbol of the canceled trade.

market_center string 2

The market center where the canceled trade originally executed.

security_class string 3

The security class code of the stock.

control_number string 4

Identifier the upstream feed assigned to the canceled trade.

price string 5

The price at which the canceled trade executed.

size uint32 6

The size of the canceled trade in shares.

volume uint64 7

The consolidated market volume reported with the cancellation.

trade_settlement string 8

The settlement condition of the canceled trade.

trade_code string 9

The trade code of the canceled trade.

ext_hour_sold_codes string 10

The extended-hours or sold code of the canceled trade.

sale_cond_codes string 11

The special sale condition code of the canceled trade.

executed_at int64 12

The time at which the cancellation was reported in Unix epoch milliseconds.

tracking_id int64 13

Internal tracking identifier of the cancellation.